AIC model selection
Are you looking for possibly stepAIC from the package MASS ? Regards, Adai
On Mon, 2005-08-08 at 16:39 -0600, Martin Kardos wrote:
Hello All; I need to run a multiple regression analysis and use Akaike's Information Criterion for model selection. I understand that this command will give the AIC value for specified models: AIC(object, ..., k = 2) with "..." meaning any other optional models for which I would like AIC values. But, how can I specify (in the place of "...") that I want R to perform an model selection prodecure based on Akaike's Information Criterion on a set of potential independent variables in a model such as: model.lm=lm(A~B+C+D+E+F+G) ? Thanks a million; Marty
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